Fact sheet: JPM Eurp Rsch Ehcd IdxEq

Fund information

Fund name
JPM Europe Research Enhanced Index Equity X Acc NAV EUR
Fund company manager
JPMorgan Asset Mgmt (Europe) S
Fund type
SIB
Fund manager
Demetris Georghiou
since 12/11/2012
Fund objective
To achieve a long-term return in excess of the benchmark by investing primarily in a portfolio of European companies; the risk characteristics of the portfolio of securities held by the Sub-Fund will resemble the risk characteristics of the portfolio of securities held in the benchmark.
Benchmark
MSCI Europe
Investment style
Active
Investment method
Shares

Quick stats

1 Year return

15.48 %

1 Year rank in sector

69/224

Sector

FO Equity - Europe inc UK

Yield
-
Fund size

£ 10.4 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    26.6%
  • France
    17%
  • Germany
    15.7%
  • Switzerland
    13.4%
  • Netherlands
    7.1%
  • Banks
    15.5%
  • Others
    15.5%
  • Health Care
    12.9%
  • Consumer Non-Durables
    12.4%
  • General Industrials
    6.8%
  • UK Equities
    26.6%
  • French Equities
    17%
  • German Equities
    15.7%
  • Swiss Equities
    13.4%
  • Dutch Equities
    7.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.78 %3.54 %15.48 %19.33 %60.14 %
Sector1.95 %4.41 %13.83 %19.44 %56.69 %
Rank within sector77 / 235138 / 23169 / 22497 / 198 /
Quartile th2 nd3 rd2 nd2 nd th

Calendar performance

YTD-20172016201520142013
Fund7.88 %3.08 %9.2 %7.49 %0 %
Sector9.47 %-0.56 %11.08 %4.22 %21.06 %
Rank within sector137 / 23052 / 219118 / 20047 / 192 /
Quartile th3 rd1 st3 rd1 st th

Risk statistics

Alpha-0.12
Beta1.06
Sharpe0.2
Volatility13.53
Tracking error3.3
Information ratio0.04
R-Squared0.94

Price movement

52 week high144.49
52 week low117.32
Current bid price0
Current offer price0
Current mid price140.85

Holdings by region

  • 26.6% UK
  • 17% France
  • 15.7% Germany
  • 13.4% Switzerland
  • 7.1% Netherlands
  • 5.6% Spain
  • 3.6% Italy
  • 2.6% Sweden
  • 2.5% Denmark
  • 2.3% Belgium

Holdings by sector

  • 15.5% Banks
  • 15.5% Others
  • 12.9% Health Care
  • 12.4% Consumer Non-Durables
  • 6.8% General Industrials
  • 6.6% Oil & Gas
  • 6.3% Insurance
  • 5.6% Retail
  • 4.8% Telecommunications
  • 4.6% Transport

Holdings by asset type

  • 26.6% UK Equities
  • 17% French Equities
  • 15.7% German Equities
  • 13.4% Swiss Equities
  • 7.1% Dutch Equities
  • 5.6% Spanish Equities
  • 3.6% Italian Equities
  • 2.6% Swedish Equities
  • 2.5% Danish Equities
  • 2.3% Belgian Equities

Individual holdings

  • 3.4% NESTLE SA
  • 3.1% ROYAL DUTCH SHELL
  • 2.5% ROCHE HLDG AG
  • 2% UNILEVER
  • 1.9% HSBC HLDGS
  • 1.8% NOVARTIS AG
  • 1.8% TOTAL SA
  • 1.7% BRITISH AMERICAN TOBACCO
  • 1.7% SAP SE
  • 1.6% SANOFI